New Issue: Barclays prices $800,000 digital notes linked to Russell 2000, S&P 500

By Marisa Wong

Madison, Wis., Feb. 28 - Barclays Bank plc priced $800,000 of 0% digital notes due Aug. 28, 2014 linked to the lesser performing of the Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return of the lesser-performing index is greater than or equal to zero, the payout at maturity will be par plus the digital percentage of 15.45%.

If the return of the lesser-performing index is less than zero but greater than or equal to negative 20%, the payout will be par.

If the lesser-performing index's return is less than negative 20%, investors will share fully in losses.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Digital notes
Underlying indexes:	Russell 2000 index and S&P 500 index
Amount:	$800,000
Maturity:	Aug. 28, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If index return of lesser-performing index is greater than or equal to zero, par plus 15.45%; if return of lesser-performing index is less than zero but greater than or equal to negative 20%, par; otherwise, investors will share fully in losses
Initial levels:	1,487.85 for S&P, 895.84 for Russell
Barrier levels:	1,190.28 for S&P, 716.67 for Russell; 80% of initial levels
Pricing date:	Feb. 25
Settlement date:	Feb. 28
Agent:	Barclays
Fees:	1.5%
Cusip:	06741TNR4

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